Chiglet,
I've never noticed it happen in the UK. Are you saying it can happen anywhere that has a sufficient lull in traffic and low winds, or are there other specific conditions needed? I could see how terrain might have an impact at SZG - and maybe INN too?
I observe traffic at CVT & BHX most - more from cycling around the area than from being a dedicated spotter, and I've never seen the same plane go out the way it came in as such.
I did once experience a go-around as a passenger at LCY, with the pilot then annoucing that he had to spin round once more because the winds kept changing, but that's a completely different scenario to what I saw at GRX, which was everything coming in & going out through the west - as if there might as well have been a mile high brick wall at the east end of the runway.